ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
120-052 |
120-090 |
0-038 |
0.1% |
120-015 |
| High |
120-172 |
120-167 |
-0-005 |
0.0% |
120-290 |
| Low |
120-002 |
120-037 |
0-035 |
0.1% |
119-297 |
| Close |
120-097 |
120-142 |
0-045 |
0.1% |
120-097 |
| Range |
0-170 |
0-130 |
-0-040 |
-23.5% |
0-313 |
| ATR |
0-167 |
0-165 |
-0-003 |
-1.6% |
0-000 |
| Volume |
443,642 |
617,679 |
174,037 |
39.2% |
2,547,156 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-185 |
121-134 |
120-214 |
|
| R3 |
121-055 |
121-004 |
120-178 |
|
| R2 |
120-245 |
120-245 |
120-166 |
|
| R1 |
120-194 |
120-194 |
120-154 |
120-220 |
| PP |
120-115 |
120-115 |
120-115 |
120-128 |
| S1 |
120-064 |
120-064 |
120-130 |
120-090 |
| S2 |
119-305 |
119-305 |
120-118 |
|
| S3 |
119-175 |
119-254 |
120-106 |
|
| S4 |
119-045 |
119-124 |
120-070 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-100 |
122-252 |
120-269 |
|
| R3 |
122-107 |
121-259 |
120-183 |
|
| R2 |
121-114 |
121-114 |
120-154 |
|
| R1 |
120-266 |
120-266 |
120-126 |
121-030 |
| PP |
120-121 |
120-121 |
120-121 |
120-164 |
| S1 |
119-273 |
119-273 |
120-068 |
120-037 |
| S2 |
119-128 |
119-128 |
120-040 |
|
| S3 |
118-135 |
118-280 |
120-011 |
|
| S4 |
117-142 |
117-287 |
119-245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-290 |
119-297 |
0-313 |
0.8% |
0-177 |
0.5% |
53% |
False |
False |
632,967 |
| 10 |
120-290 |
119-277 |
1-013 |
0.9% |
0-171 |
0.4% |
56% |
False |
False |
602,641 |
| 20 |
122-115 |
119-277 |
2-158 |
2.1% |
0-176 |
0.5% |
23% |
False |
False |
557,395 |
| 40 |
122-115 |
119-277 |
2-158 |
2.1% |
0-143 |
0.4% |
23% |
False |
False |
485,334 |
| 60 |
122-115 |
118-297 |
3-138 |
2.8% |
0-145 |
0.4% |
44% |
False |
False |
464,660 |
| 80 |
122-115 |
118-297 |
3-138 |
2.8% |
0-141 |
0.4% |
44% |
False |
False |
384,567 |
| 100 |
122-115 |
117-030 |
5-085 |
4.4% |
0-123 |
0.3% |
64% |
False |
False |
307,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-080 |
|
2.618 |
121-187 |
|
1.618 |
121-057 |
|
1.000 |
120-297 |
|
0.618 |
120-247 |
|
HIGH |
120-167 |
|
0.618 |
120-117 |
|
0.500 |
120-102 |
|
0.382 |
120-087 |
|
LOW |
120-037 |
|
0.618 |
119-277 |
|
1.000 |
119-227 |
|
1.618 |
119-147 |
|
2.618 |
119-017 |
|
4.250 |
118-124 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
120-129 |
120-136 |
| PP |
120-115 |
120-130 |
| S1 |
120-102 |
120-124 |
|